Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52177.49 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45810.14 Kr¶

PnL: ---------------------------------------> -912.46 Kr¶

DD now: ---------------------------------> -1.775 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 09:30:32.900341'

Anic Portfolio¶

Today¶

Return: -0.688 %¶

This Week¶

Return: -1.675 %¶

Total¶

Return: 70.816 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 1.880000 4401.000000 81.000000 1.880000 4320.000000
BHG Group 49 4.760000 668.360000 29.360000 4.590000 638.999984
Profoto Holding 7 1.950000 585.200000 3.200000 0.550000 581.999999
Eastnine 6 0.000000 658.800000 1.800000 0.270000 657.000000
NCC A 6 0.200000 600.000000 1.000000 0.170000 598.999998
Nederman Holding 11 0.000000 2183.500000 0.000000 0.000000 2183.500000
SCA A 4 -0.660000 598.400000 -0.600000 -0.100000 599.000000
Biotage 4 -0.530000 600.800000 -2.200000 -0.360000 603.000000
Nolato B 12 -0.370000 643.200000 -2.400000 -0.370000 645.600000
BONESUPPORT HOLDING 10 -0.410000 1220.000000 -4.000000 -0.330000 1224.000000
Investor B 3 -0.640000 651.300000 -4.200000 -0.640000 655.500000
Latour B 2 -0.180000 444.600000 -4.400000 -0.980000 449.000000
Addtech B 3 -0.430000 694.200000 -5.800000 -0.830000 699.999999
Addnode Group B 6 -0.800000 744.000000 -6.000000 -0.800000 750.000000
NCC B 7 0.380000 647.500000 -6.500000 -0.990000 653.999997
Sampo Oyj SDB 1 0.710000 498.500000 -6.500000 -1.290000 505.000000
SynAct Pharma 9 -1.260000 637.200000 -7.800000 -1.210000 645.000003
Creades A 7 -1.770000 601.650000 -9.350000 -1.530000 610.999998
Humana 40 0.120000 662.400000 -11.600000 -1.720000 674.000000
Sdiptech B 3 -0.300000 807.600000 -14.400000 -1.750000 822.000000
Indutrade 5 -0.610000 1305.000000 -15.000000 -1.140000 1320.000000
Fortnox 10 -0.370000 652.600000 -15.400000 -2.310000 668.000000
Embracer Group B 26 -0.820000 644.800000 -17.200000 -2.600000 661.999988
Vitrolife 3 -1.100000 646.200000 -30.800000 -4.550000 677.000001
Volati 5 -0.740000 536.000000 -38.000000 -6.620000 574.000000
Xvivo Perfusion 3 -2.000000 807.000000 -38.000000 -4.500000 845.000001
Lundin Gold 7 -1.040000 931.000000 -43.000000 -4.410000 973.999999
Lime Technologies 2 0.550000 548.000000 -45.000000 -7.590000 593.000000
Gaming Innovation Group 161 0.000000 4137.700000 -50.300000 -1.200000 4187.999942
Wästbygg Gruppen B 80 0.000000 2816.000000 -55.000000 -1.920000 2871.000000
Investor A 16 -0.460000 3488.000000 -57.000000 -1.610000 3545.000000
Ambea 68 -1.690000 2458.880000 -78.120000 -3.080000 2537.000032
Balco Group 39 -2.440000 1792.050000 -82.950000 -4.420000 1874.999997
New Wave B 20 -0.520000 3794.000000 -122.000000 -3.120000 3916.000000
Bactiguard Holding B 37 -10.200000 2704.700000 -255.300000 -8.630000 2960.000000
TOTAL 45810.140000 -912.460000 -1.77495% 46722.599938

Updated:¶

'2023-06-09 09:30:47.108608'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶